Show that the minimizer of (13.71) is the same as the best linear unbiased estimator (BLUE) for
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Show that the minimizer of (13.71) is the same as the best linear unbiased estimator (BLUE) for β and the best linear unbiased predictor (BLUP) for
γ in the linear mixed model y = Xβ + Zγ + , where γ ∼ N(0, σ2Iq ),
∼ N(0, τ2In), and γ and are indepedent, provided that λ is identical to the ratio τ 2/σ 2. For the definition of BLUE and BLUP, see Section 5.6.
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